likelihood {changepoint} | R Documentation |
Generic Function - likelihood
Description
Generic function to calculate the likelihood
Usage
likelihood(object)
Arguments
object |
Depending on the class of |
Details
Generic Function to calculate the likelihood.
Value
Depends on the class of object
, see individual methods
Author(s)
Rebecca Killick
See Also
likelihood-methods
, cpt.mean
,cpt.var
,cpt.meanvar
Examples
set.seed(1)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
out=cpt.var(x,penalty="Manual",pen.value="2*log(n)",method="BinSeg",Q=5)
likelihood(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative
#likelihood + penalty (957.5984)
[Package changepoint version 2.2.4 Index]